Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 0.569054 0.638624 0.716796 0.811837 0.925209 1.057319 1.224711
2024-12-22 0.502374 0.592301 0.700727 0.843303 1.029288 1.268754 1.609254
2024-12-29 0.449723 0.550097 0.677773 0.856379 1.107153 1.459087 2.015219
2025-01-05 0.408624 0.514931 0.656233 0.864532 1.176499 1.650211 2.479135
2025-01-12 0.371551 0.479539 0.628299 0.857383 1.220048 1.810870 2.948631
2025-01-19 0.332546 0.436764 0.584170 0.818763 1.206403 1.874331 3.267524
2025-01-26 0.312653 0.418600 0.572901 0.827764 1.270271 2.085427 3.963864
2025-02-02 0.296106 0.403403 0.563905 0.838346 1.337888 2.320781 4.832601
2025-02-09 0.277595 0.383452 0.545232 0.829766 1.368446 2.489991 5.636410
2025-02-16 0.264189 0.370028 0.535318 0.834541 1.424783 2.730730 6.802146
2025-02-23 0.245669 0.347185 0.507969 0.804621 1.406106 2.793681 7.460402
2025-03-02 0.227188 0.323179 0.476790 0.764227 1.359168 2.776106 7.835780
2025-03-09 0.219583 0.316461 0.474725 0.779421 1.437354 3.113019 9.942465
2025-03-16 0.215277 0.314683 0.480793 0.810878 1.558781 3.620290 13.559335
2025-03-23 0.208476 0.308239 0.478034 0.824345 1.641441 4.054505 17.694027
2025-03-30 0.201502 0.300994 0.473155 0.832752 1.713823 4.494592 23.052888
2025-04-06 0.193111 0.290773 0.461971 0.826371 1.746769 4.816391 28.596547
2025-04-13 0.181502 0.274341 0.438107 0.789887 1.691753 4.783735 30.704622
2025-04-20 0.176446 0.269069 0.434834 0.798597 1.764639 5.305372 41.732606
2025-04-27 0.171905 0.264416 0.432349 0.808758 1.844564 5.914917 59.042163
2025-05-04 0.165596 0.256252 0.422465 0.800648 1.868270 6.285740 76.412484
2025-05-11 0.161100 0.251115 0.418151 0.805227 1.933069 6.916659 111.532285
2025-05-18 0.153417 0.239808 0.400869 0.776759 1.885698 6.916805 126.421854